Mid-session IV Report October 27, 2020

Mid-session IV Report October 27, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: MSFT ETSY SPWR AKAM SNOW MSFT CXW GEO HOME

Popular stocks with increasing volume: XLNX AAL CSCO CCL BA

IV into quarter results

Akamai (AKAM) October weekly call option implied volatility is at 82, November is at 43; compared to its 52-week range of 20 to 70 into the expected release of quarter results today after the bell. Call put ratio 5.2 calls to 1 put.

First Solar (FLSR) October weekly call option implied volatility is at 93, November is at 62; compared to its 52-week range of 29 to 112 into the expected release of quarter results today after the bell.

Fiserv (FISV) October weekly call option implied volatility is at 72, November is at 42; compared to its 52-week range of 19 to 75 into the expected release of quarter results today after the bell. Call put ratio 5.1 calls to 1 put.

Hawaiian Holdings (HA) November call option implied volatility is at 77, December is at 72; compared to its 52-week range of 31 to 274 into the expected release of quarter results today after the bell.

Juniper (JNPR) October weekly call option implied volatility is at 98, November is at 62; compared to its 52-week range of 22 to 139 into the expected release of quarter results today after the bell.

Microsoft (MSFT) October weekly call option implied volatility is at 61, November is at 48; compared to its 52-week range of 15 to 90 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Amgen (AMGN) October weekly call option implied volatility is at 43, November is at 41; compared to its 52-week range of 17 to 82 into the expected release of quarter results after the bell on October 28.

Annaly (NLY) November call option implied volatility is at 52, December is at 33; compared to its 52-week range of 12 to 258 into the expected release of quarter results after the bell on October 28.

Blackstone (BX) October weekly call option implied volatility is at 47, November is at 36; compared to its 52-week range of 19 to 116 into the expected release of quarter results before the bell on October 28.

Boeing (BA) October weekly call option implied volatility is at 67, November is at 58; compared to its 52-week range of 22 to 222 into the expected release of quarter results before the bell on October 28.

Boston Scientific (BSX) October weekly call option implied volatility is at 61, November is at 41; compared to its 52-week range of 19 to 115 into the expected release of quarter results before the bell on October 28.

CME Group (CME) October weekly call option implied volatility is at 38, November is at 30; compared to its 52-week range of 17 to 95 into the expected release of quarter results before the bell on October 28.

Cree (CREE) October weekly call option implied volatility is at 90, November is at 58; compared to its 52-week range of 35 to 101 into the expected release of quarter results after the bell on October 28. Call put ratio 8.5 calls to 1 put.

Deutsche Bank (DB) October weekly call option implied volatility is at 61, November is at 46; compared to its 52-week range of 30 to 145 into the expected release of quarter results before the bell on October 28.

eBay (EBAY) October weekly call option implied volatility is at 81, November is at 49; compared to its 52-week range of 19 to 74 into the expected release of quarter results after the bell on October 28. Call put ratio 6 calls to 1 put.

Etsy (ETSY) October weekly call option implied volatility is at 145, November is at 77; compared to its 52-week range of 35 to 125 into the expected release of quarter results after the bell on October 28.

Extreme Networks (EXTR) October weekly call option implied volatility is at 85, November is at 76; compared to its 52-week range of 40 to 202 into the expected release of quarter results before the bell on October 28.

Fastly (FSLY) October weekly call option implied volatility is at 136, November is at 91; compared to its 52-week range of 53 to 145 into the expected release of quarter results after the bell on October 28.

Fiat Chrysler (FCAU) October weekly call option implied volatility is at 50, November is at 51; compared to its 52-week range of 25 to 186 into the expected release of quarter results on October 28.

Ford (F) October weekly call option implied volatility is at 80, November is at 51; compared to its 52-week range of 20 to 195 into the expected release of quarter results on October 28.

Garmin (GRMN) October weekly call option implied volatility is at 39, November is at 33; compared to its 52-week range of 17 to 98 into the expected release of quarter results before the bell on October 28.

Generac (GNRC) November call option implied volatility is at 52, December is at 43; compared to its 52-week range of 25 to 100 into the expected release of quarter results before the bell on October 28.Call put ratio 20 calls to 1 put with focus on November 220 calls.

General Dynamics (GD) October weekly call option implied volatility is at 41, November is at 34; compared to its 52-week range of 15 to 81 into the expected release of quarter results before the bell on October 28. Call put ratio 3.3 calls to 1 put.

Gilead (GILD) October weekly call option implied volatility is at 52, November is at 36; compared to its 52-week range of 19 to 108 into the expected release of quarter results after the bell on October 28. Call put ratio 2.78 calls to 1 put with focus on October weekly 60 and 61 calls.

Hess (HES) October weekly call option implied volatility is at 71, November is at 61; compared to its 52-week range of 29 to 171 into the expected release of quarter results before the bell on October 28. Call put ratio 1 call to 2.3 puts.

Invitation Homes (INVH) November call option implied volatility is at 31, December is at 30; compared to its 52-week range of 15 to 118 into the expected release of quarter results after the bell on October 28.

KLA Corp (KLAC) October weekly call option implied volatility is at 66, November is at 48; compared to its 52-week range of 26 to 95 into the expected release of quarter results after the bell on October 28. Call put ratio 1 call to 3.3 puts.

Mastercard (MA) October weekly call option implied volatility is at 45, November is at 37; compared to its 52-week range of 17 to 103 into the expected release of quarter results before the bell on October 28.

Norfolk Southern (NSC) October weekly call option implied volatility is at 43, November is at 36; compared to its 52-week range of 20 to 85 into the expected release of quarter results before the bell on October 28.

Petrobras (PBR) October weekly call option implied volatility is at 61, November is at 55; compared to its 52-week range of 26 to 225 into the expected release of quarter results on October 28. Call ratio 4.3 calls to 1 put with focus on October weekly 7 and 7.5 calls.

Pinterest (PINS) October weekly call option implied volatility is at 220, November is at 101; compared to its 52-week range of 30 to 154 into the expected release of quarter results after the bell on October 28. Call put ratio 1.9 calls to 1 put.

Royal Caribbean Cruises (RCL) October weekly call option implied volatility is at 90, November is at 89; compared to its 52-week range of 20 to 271 as shares sell off 9.5%. Call put ratio 1.4 calls to 1 put.

Six Flags (SIX) November call option implied volatility is at 79, December is at 72; compared to its 52-week range of 23 to 264 into the expected release of quarter results before the bell on October 28.

Spirit (SAVE) November call option implied volatility is at 88, December is at 82; compared to its 52-week range of 31 to 370 into the expected release of quarter results after the bell on October 28.

Sturm Ruger (RGR) November call option implied volatility is at 50, December is at 51; compared to its 52-week range of 23 to 120 into the expected release of quarter results after the bell on October 28.

SunPower (SPWR) October weekly call option implied volatility is at 157, November is at 120; compared to its 52-week range of 55 to 146 into the expected release of quarter results on October 28.

Teladoc (TDOC) October weekly call option implied volatility is at 111, November is at 69; compared to its 52-week range of 36 to 109 into the expected release of quarter results after the bell on October 28.

Tradeweb (TW) November call option implied volatility is at 41, December is at 36; compared to its 52-week range of 29 to 103 into the expected release of quarter results before the bell on October 28.

Vale (VALE) October weekly call option implied volatility is at 44, November is at 42; compared to its 52-week range of 26 to 156 into the expected release of quarter results on October 28. Call put ratio 5.9 calls to 1 put.

Visa (V) October weekly call option implied volatility is at 45, November is at 34; compared to its 52-week range of 15 to 88 into the expected release of quarter results after the bell on October 28.

Western Digital (WDC) October weekly call option implied volatility is at 108, November is at 61; compared to its 52-week range of 31 to 138 into the expected release of quarter results after the bell on October 28. Call put ratio 1 call to 4 puts.

Yum China (YUMC) November call option implied volatility is at 38, December is at 33; compared to its 52-week range of 22 to 79 into the expected release of quarter results on October 28.

Yandex (YNDX) October weekly call option implied volatility is at 60, November is at 45; compared to its 52-week range of 25 to 112 into the expected release of quarter results on October 28.

Increasing unusual option volume: IYT SAP HOG RRR XLNX FFIV EXAS
Increasing unusual call option volume: RRR HOG FFIV KALA XLNX LIN FLEX
Increasing unusual put option volume: SKX XLNX HOG EXAS VOO OMC FFIV
Options with decreasing option implied volatility: LRN IRBT SNAP PE TSLA NFLX STX SIRI
Active options: AMD AAPL TSLA NIO PFE SNAP AAL GE MSFT INTC BAC FB BABA AMZN WFC CSCO TWTR ET CCL BA